+1,449.6%
NET vs COO
-8.4%
+1,457.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.1% |
| 7D | -7.0% | -2.2% | -4.8% | -5.7% |
| 30D | -4.8% | -7.0% | +2.2% | -0.5% |
| 3M | +3.8% | +12.2% | -8.4% | -5.2% |
| 6M | +50.0% | -15.1% | +65.2% | +63.4% |
| YTD | +41.5% | -15.1% | +56.6% | +54.0% |
| 1Y | +32.8% | +2.3% | +30.5% | +25.3% |
| 3Y | +335.9% | -23.7% | +359.6% | +369.2% |
| 5Y | +113.8% | -38.9% | +152.8% | +164.2% |
| All | +1,449.6% | -8.4% | +1,457.9% | +1,432.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling